Global connectedness of MSCI energy equity indices : a system-wide network approach
Vipul Kumar Singh, Pawan Kumar, Shreyank Nishant
| Year of publication: |
2019
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-13
|
| Subject: | Connectedness | Network | VAR | Spillover | Energy | GEVD | MSCI | Squared return | Spillover-Effekt | Spillover effect | Welt | World | VAR-Modell | VAR model | Unternehmensnetzwerk | Business network | Aktienindex | Stock index | Netzwerk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104477 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012183357